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Wyszukujesz frazę "membership function" wg kryterium: Temat


Tytuł:
Influence of membership function’s shape on portfolio optimization results
Autorzy:
Rutkowska, A.
Powiązania:
https://bibliotekanauki.pl/articles/91535.pdf
Data publikacji:
2016
Wydawca:
Społeczna Akademia Nauk w Łodzi. Polskie Towarzystwo Sieci Neuronowych
Tematy:
fuzzy variable
membership function
fuzzy portfolio optimization
Opis:
Portfolio optimization, one of the most rapidly growing field of modern finance, is selection process, by which investor chooses the proportion of different securities and other assets to held. This paper studies the influence of membership function’s shape on the result of fuzzy portfolio optimization and focused on portfolio selection problem based on credibility measure. Four different shapes of the membership function are examined in the context of the most popular optimization problems: mean-variance, mean-semivariance, entropy minimization, value-at-risk minimization. The analysis takes into account both: the study of necessary and sufficient conditions for the existence of extremes, as well as the statistical inference about the differences based on simulation.
Źródło:
Journal of Artificial Intelligence and Soft Computing Research; 2016, 6, 1; 45-54
2083-2567
2449-6499
Pojawia się w:
Journal of Artificial Intelligence and Soft Computing Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Supporting decisions on the Forex market using fuzzy approach
Autorzy:
Juszczuk, Przemysław
Kruś, Lech
Powiązania:
https://bibliotekanauki.pl/articles/384399.pdf
Data publikacji:
2020
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
trading system
Forex
fuzzy membership function
multicriteria analysis
Opis:
A new concept of the multicriteria fuzzy trading system using the technical analysis is proposed. The existing trading systems use different indicators of the technical analysis and generate buy or sell signal only when assumed conditions for a given indicator are satisfied. The information presented to the trader – decision maker is binary. The decision maker obtains a signal or no. In comparison to the existing traditional systems called as crisp, the proposed system treats all considered indicators jointly using the multicriteria approach and the binary information is extended with the use of the fuzzy approach. Currency pairs are considered as variants in the multicriteria space in which criteria refer to different technical indicators. The introduced domination relation allows generating the most efficient, non‐dominated (Pareto optimal) variants in the space. An algorithm generated these non-dominated variants is proposed. It is implemented in a computer‐based system assuring the sovereignty of the decision maker. We compare the proposed system with the traditional crisp trading system. It is made experimentally on different sets of real‐world data for three different types of trading: short‐term, medium and long‐term trading. The achieved results show the computational efficiency of the proposed system. The proposed approach is more robust and flexible than the traditional crisp approach. The set of variants derived for the decision maker in the case of the proposed approach includes only non‐dominated variants, what is not possible in the case of the traditional crisp approach. The reservation point and its impact on the overall results are measured with the use of the sensitivity analysis.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2020, 14, 2; 50-62
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Zastosowanie funkcji przynależności w analizie subiektywnego postrzegania jakości życia
Application of membership function in the analysis of subjective perception of quality of life
Autorzy:
Dudek, Hanna
Szczesny, Wiesław
Powiązania:
https://bibliotekanauki.pl/articles/425020.pdf
Data publikacji:
2015
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
membership function
quality of life
multidimensional data analysis
Opis:
In this paper a multivariate analysis of the subjective perception of quality of life is undertaken. In the analysis methods of a fuzzy set theory are applied. The study is conducted on data from the Social Diagnosis 2013. It includes 16 items relating to the evaluation of satisfaction with particular aspects of life. Each of these items is measured on a 7-grade scale. The item’s categories are converted into a [0, 1] interval by using a membership function. In order to aggregate items into synthetic indicators various systems of weights are used. It is found that the choice of weights does not significantly affect the distribution of synthetic indicators. In the next stage, the subjective perception of the quality of life in different socio- -demographic groups is analyzed. It is found that such characteristics as gender, place of residence, size of household, education level and age are important determinants of subjective perception of quality of life.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2015, 4 (50); 62-78
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Optimization of a Revenue Function in a Fuzzy Linear Programming Model Used for Industrial Production Planning
Autorzy:
Vasant, P.
Barsoum, N
Webb, J F
Powiązania:
https://bibliotekanauki.pl/articles/108740.pdf
Data publikacji:
2009
Wydawca:
Społeczna Akademia Nauk w Łodzi
Tematy:
production planning
Vague environment
Membership function
Fuzzy interval
Satisfactory solutions
Opis:
In this paper, the S-curve membership function methodology is used in a reallife industrial problem in which there are various products, each of which requires a certain mix of raw materials selected from a set of available raw materials. This problem occurs in the chocolate manufacturing industry where decision makers and implementers play important roles that enable successful manufacturing of the products in an uncertain environment. The analysis in this paper tries to find a solution that helps a decision maker when deciding on what to implement. This problem is considered because it can be modeled with the help of fuzzy parameters (for example, the availability of raw materials is not always certain, and so can be treated as a fuzzy parameter). With 29 constraints and 8 variables the problem here is sufficiently large for the S-curve methodology employed because this methodology is applicable to problems with as few as 1 constraint and 1 variable. A decision maker can specify which vagueness parameter is suitable for achieving a revenue which through the analysis results in an initial solution that can be implemented. From the results of this implementation the decision maker can then suggest some possible and practicable changes in fuzzy intervals for improving the revenue. Within the framework of the analysis this interactive process has to go on between the decision maker and the implementer until an optimum solution is achieved and implemented.
Źródło:
Journal of Applied Computer Science Methods; 2009, 1 No. 2; 65-83
1689-9636
Pojawia się w:
Journal of Applied Computer Science Methods
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Model of Correspondence of Passenger Transportation on the Basis of Fuzzy Logic
Autorzy:
Fornalchyk, Ye.
Bilous, A.
Demchuk, I.
Powiązania:
https://bibliotekanauki.pl/articles/410734.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Oddział w Lublinie PAN
Tematy:
fuzzy logic
transportation correspondence
membership function
basis of fuzzy rules
route attractiveness
Opis:
The article dwells upon possibilities of the implementation of smooth calculation methods for predicting the demand for passenger transportation. The developed model which is based on fuzzy logic successfully solves the problem with traffic assignment – formation of passenger throughput for each traffic route. The model of correspondence takes into account such defining factors as fare on the route, average headway on it and fullness of the vehicle saloon. Different combination of these factors forms attractiveness as a criterion of an optimal route for a prospective passenger. It is determined that the lower saloon fullness, transportation fare and headway, the higher attractiveness is. Using the reasoned criterion, it is possible to allocate the total number of prospective passengers according to each existing route.
Źródło:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes; 2015, 4, 2; 59-64
2084-5715
Pojawia się w:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Multy-criteria fuzzy analysis of regional development
Autorzy:
Zhalezka, B.
Navitskaya, K.
Powiązania:
https://bibliotekanauki.pl/articles/411029.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Oddział w Lublinie PAN
Tematy:
membership function
classification
fuzzy clusters
Grodno counties
regional economy
sustainable development
regional competitiveness
place marketing
Opis:
The article presents the possibility of Rusing multi-criteria fuzzy analysis for assessing the region al competitiveness. This estimation can be used for place marketing strategy development and based on results of socio-economic development. The proposed approach is characterized by comparative estimation, when the level of development of one region is determined by the development of other areas. The final evaluation is the level of the cluster which the object being analyzed belongs. This allows ignoring minor fluctuations in Total indexes. The results of robust and fuzzy groups of regions are analyzed. This grouping is characterized by similar levels of development and helps to define the directions of further development of the regions.
Źródło:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes; 2015, 4, 3; 39-46
2084-5715
Pojawia się w:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Koncepcja doboru nastaw oraz strojenia regulatora rozmytego przy zastosowaniu konwencjonalnego kryterium symetrii
The concept of setting choice and tuning fuzzy controller using the conventional symmetry criterion
Autorzy:
Olesiak, K.
Powiązania:
https://bibliotekanauki.pl/articles/252472.pdf
Data publikacji:
2015
Wydawca:
Instytut Naukowo-Wydawniczy TTS
Tematy:
model przekształtnikowy
układ napędowy
symetria
regulator rozmyty
funkcja przynależności
drive system
symmetry
fuzzy controller
membership function
Opis:
W artykule przedstawiono konwencjonalne kryterium symetrii dla modelu przekształtnikowego układu napędowego. Sformułowano koncepcję oraz scharakteryzowano etapy strojenia regulatora rozmytego. Zaprezentowano uzyskane charakterystyki sterowania dla wybranych wyjściowych funkcji przynależności.
The paper presents the conventional symmetry criterion for the model of the converter drive system. The concept of the fuzzy controller was formulated and the tuning stages were characterized. The obtained control characteristics for the selected output membership function were presented.
Źródło:
TTS Technika Transportu Szynowego; 2015, 12; 1156-1159, CD
1232-3829
2543-5728
Pojawia się w:
TTS Technika Transportu Szynowego
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparative analysis for kinematics of 5-DOF industrial robotic manipulator
Autorzy:
Manjaree, S.
Nakra, B. C.
Agarwal, V.
Powiązania:
https://bibliotekanauki.pl/articles/386276.pdf
Data publikacji:
2015
Wydawca:
Politechnika Białostocka. Oficyna Wydawnicza Politechniki Białostockiej
Tematy:
kinematic analysis
wrist
anfis
membership function
degree of freedom
analiza kinematyczna
nadgarstek
manipulator przemysłowy
robot przemysłowy
Opis:
This paper gives the kinematic analysis of a 5-DOF industrial robotic manipulator while considering wrist in motion. Analytical solutions have been obtained for forward kinematics and inverse kinematics to accurately position the end-effector of robotic manipulator in three dimensional spaces. For the first time, a hybrid neuro-fuzzy intelligent technique with two different membership functions has been studied and their performances are comparatively evaluated with analytical solutions. An experiment has been performed for a desired trajectory. It is seen that the results for the intelligent technique are reasonably in agreement with experiment. Also, the results obtained highlight the importance of selection of a particular membership function for robotic manipulators of industrial use.
Źródło:
Acta Mechanica et Automatica; 2015, 9, 4; 229-240
1898-4088
2300-5319
Pojawia się w:
Acta Mechanica et Automatica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of Hurst Indicator to choose an algorithm for resource control of a telecommunication network
Zastosowanie wskaźnika Hursta w sieci telekomunikacyjnej dla wyboru algorytmu sterowania
Autorzy:
Vrublevskiy, Anton
Lesovoy, Ivan
Pylypenko, Gennadij
Powiązania:
https://bibliotekanauki.pl/articles/408290.pdf
Data publikacji:
2020
Wydawca:
Politechnika Lubelska. Wydawnictwo Politechniki Lubelskiej
Tematy:
traffic
Hurst coefficient
membership function
fuzzy integral
fuzzy measure
ruch
współczynnik Hursta
funkcja przynależności
całka rozmyta
miara rozmyta
Opis:
It has been shown that fuzzy integrals (Sugeno and Shocke) have special properties and are suitable for a fuzzy system for managing the resources of a telecommunication network. The form of choosing a method for calculating the Hurst coefficient in a fuzzy control system for telecommunication network resources is proposed.
Wykazano, że całki rozmyte (Sugeno i Shock) mają szczególne właściwości i są odpowiednie dla systemu rozmytego do zarządzaniazasobami sieci telekomunikacyjnej. Zaproponowano formę wyboru metody obliczania współczynnika Hursta w systemie sterowania rozmytego dla zasobów sieci telekomunikacyjnych.
Źródło:
Informatyka, Automatyka, Pomiary w Gospodarce i Ochronie Środowiska; 2020, 10, 1; 4-7
2083-0157
2391-6761
Pojawia się w:
Informatyka, Automatyka, Pomiary w Gospodarce i Ochronie Środowiska
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
MODEL-ORIENTED DECISION SUPPORT SYSTEM AND FUZZY INFORMATION PROCESSING FOR INCREASING EFFICIENCY OF UNIVERSITY – IT-COMPANY CONSORTIA
Autorzy:
Kondratenko, Yuriy P.
Kondratenko, Galyna V.
Sidenko, Ievgen V.
Kharchenko, Vyacheslav S.
Powiązania:
https://bibliotekanauki.pl/articles/453957.pdf
Data publikacji:
2015
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
decision support system
fuzzy logic
linguistic model
membership function
linguistic term
rule base
fuzzyfication
defuzzyfication
university – IT-company consortium
Opis:
In the paper the existing approaches for improving abovementioned collaboration processes, technologies and methodologies based on efficient methods of optimization and decision making, modern computer-based systems and Internet opportunities are been discussed. The main contribution of the authors in this paper is a structure of computerized decision making system (CDMS) which can help partners from education and industry to find the best model of university – IT-company consortia from proposed set of efficient models A1, A2, B, C and their rational combinations.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2015, 16, 1; 157-166
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł

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